Java中的加权线性回归 [英] Weighted Linear Regression in Java

问题描述

有没有人知道Java中的科学/数学库可以直接实现加权线性回归？一个函数行的东西，它接受3个参数并返回相应的系数：

Does anyone know of a scientific/mathematical library in Java that has a straightforward implementation of weighted linear regression? Something along the lines of a function that takes 3 arguments and returns the corresponding coefficients:

linearRegression(x,y,weights)

这看起来相当简单，所以我想它存在于某个地方。

This seems fairly straightforward, so I imagine it exists somewhere.

PS）我试过Flannigan的图书馆： http： //www.ee.ucl.ac.uk/~mflanaga/java/Regression.html ，它有正确的想法，但似乎偶尔崩溃并抱怨我的自由度？

PS) I've tried Flannigan's library: http://www.ee.ucl.ac.uk/~mflanaga/java/Regression.html, it has the right idea but seems to crash sporadically and complain out my degrees of freedom?

推荐答案

不是库，但代码已发布： http://www.codeproject.com/KB/recipes/LinReg.aspx
（包括代码的数学解释，这是一个巨大的优势）。
此外，似乎这里有另一种相同算法的实现： http://sin-memories.blogspot.com/2009/04/weighted-linear-regression-in-java-and.html

Not a library, but the code is posted: http://www.codeproject.com/KB/recipes/LinReg.aspx (and includes the mathematical explanation for the code, which is a huge plus). Also, it seems that there is another implementation of the same algorithm here: http://sin-memories.blogspot.com/2009/04/weighted-linear-regression-in-java-and.html

最后，来自新西兰大学的一个lib似乎已经实现了： http： //www.cs.waikato.ac.nz/~ml/weka/ （相当不错的javadocs）。具体方法如下所述：
http://weka.sourceforge.net/doc /weka/classifiers/functions/LinearRegression.html

Finally, there is a lib from a University in New Zealand that seems to have it implemented: http://www.cs.waikato.ac.nz/~ml/weka/ (pretty decent javadocs). The specific method is described here: http://weka.sourceforge.net/doc/weka/classifiers/functions/LinearRegression.html

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